roq-bitcoke#

Important

PLACEHOLDER! This gateway is in early development.

Purpose#

  • Maintain network connectivity with the Bitcoke exchange

  • Route exchange updates to connected clients

  • Route client requests to the relevant exchange accounts

  • Stream all messages to an event-log

Overview#

Products

Spot

Futures

Options

Market Data

Reference Data

Market Status

Top of Book

Market by Price (L2)

Market by Order (L3)

Trade Summary

Statistics

Order Management

Create

Modify

Cancel

Cancel All

Auto Cancellation

Account Management

Positions

Funds

  • Data center located in: TBD

Conda#

$ conda install \
  --channel https://roq-trading.com/conda/stable \
  roq-bitcoke
$ cp $CONDA_PREFIX/share/roq-bitcoke/config.toml $CONFIG_FILE_PATH

# Then modify $CONFIG_FILE_PATH to match your specific configuration
$ roq-bitcoke \
      --name "bitcoke" \
      --config_file "$CONFIG_FILE_PATH" \
      --client_listen_address "$UNIX_SOCKET_PATH" \
      --metrics_listen_address "$TCP_LISTEN_PORT" \
      --flagfile "$FLAG_FILE"

Config#

Flags#

$ roq-bitcoke --help

Environments#

# flagfile

--rest_uri=https://api.bitcoke.cc
--ws_market_uri=wss://api.bitcoke.cc/ws/market
--ws_trade_uri=wss://api.bitcoke.cc/ws/trade

Market Data#

Event

Stream

Messages

Comments

roq::ReferenceData

roq::MarketStatus

roq::TopOfBook

roq::MarketByPriceUpdate

MarketData

/api/depth/depth

roq::MarketByOrderUpdate

roq::TradeSummary

MarketData

/api/depth/depth

roq::StatisticsUpdate

MarketData

/api/kLine/tradeStatistics

Statistics#

TBD

Order Management#

Event

Stream

Messages

Comments

roq::OrderUpdate

roq::TradeUpdate

Event

Stream

Messages

Comments

roq::OrderUpdate

roq::TradeUpdate

Event

Stream

Messages

Comments

roq::OrderAck

Order Types#

TBD

Time in Force#

TBD

Position Effect#

TBD

Execution Instructions#

TBD

Account Management#

Event

Stream

Messages

Comments

roq::PositionUpdate

roq::FundsUpdate

Event

Stream

Messages

Comments

roq::PositionUpdate

roq::FundsUpdate

Streams#

Type

Comments

REST

Primary purpose

  • discover the full list of symbols

Type

Comments

WebSocket

Primary purpose

  • live market data

Each connection

  • supports a slice of the symbols

Constraints#

Comments#

  • General

    • The API doesn’t look like it’s ready for full automation

  • Rest

    • No obvious end-point to ping

  • Market data

    • Some subscriptions do not differentiate by having an “event” field. (mark price, index price, …)

    • Depth update doesn’t include snapshot/incremental flag. This makes it difficult to resubscribe and latch updates.